Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SWLBX (SCHWAB TOTAL BOND MARKET FUND SCHWAB TOTAL BOND MARKET FUND) | NA | -0.07% | 1.88% | 1.80% | 2.55% | 3.28% | 4.01% | … | … |
Data as of 10/25/2017, Common starting date is 03/30/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SWLBX (SCHWAB TOTAL BOND MARKET FUND SCHWAB TOTAL BOND MARKET FUND) | 03/30/1993 | 10/25/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.07 | 1.88 | 1.80 | 2.55 | 3.28 | 4.01 | … | … | 2.55 | 2.24 | 0.31 | 5.82 | -2.36 | 3.81 | 7.42 | 5.74 | 4.47 | -4.37 | 4.75 | 4.62 | 2.73 | 4.59 | 4.32 | 8.51 | 8.24 | 11.14 | -1.02 | 7.76 | 10.03 | 1.21 | 22.63 | -5.79 | 10.18 |
| Sharpe Ratio | NA | -0.20 | 0.50 | 0.50 | 0.58 | NA | NA | … | … | 0.93 | 0.61 | 0.07 | 2.08 | -0.68 | 1.38 | 1.85 | 1.40 | 0.92 | -0.86 | 0.44 | 0.41 | 0.18 | 0.95 | 0.82 | 1.75 | 1.28 | 1.76 | -0.98 | 1.10 | 1.17 | -0.33 | 2.91 | -0.91 | 1.61 |
| Standard Deviation(%) | NA | 3.03 | 3.35 | 3.28 | 3.98 | NA | NA | … | … | 2.74 | 3.33 | 3.90 | 2.79 | 3.52 | 2.73 | 3.99 | 4.03 | 4.75 | 6.14 | 3.90 | 3.23 | 3.10 | 3.83 | 4.44 | 4.23 | 4.69 | 4.02 | 4.34 | 4.05 | 5.54 | 6.88 | 6.46 | 9.59 | 7.16 |
| Draw Down(%) | NA | 3.67 | 4.60 | 5.05 | 10.91 | NA | NA | … | … | 1.50 | 4.60 | 2.99 | 1.26 | 5.05 | 1.35 | 1.72 | 3.57 | 3.45 | 10.91 | 2.20 | 2.00 | 2.41 | 4.15 | 4.95 | 2.61 | 3.51 | 3.44 | 4.27 | 3.04 | 3.19 | 6.78 | 3.32 | 9.70 | 5.53 |
| Yield(%) | 0.00 | 2.39 | 2.28 | 2.26 | 2.79 | 3.52 | 4.14 | … | … | 1.90 | 2.27 | 2.19 | 2.31 | 2.30 | 2.63 | 2.95 | 3.01 | 3.89 | 4.44 | 5.30 | 4.94 | 4.26 | 4.41 | 6.91 | 4.99 | 7.25 | 6.60 | 5.45 | 5.82 | 6.57 | 6.49 | 7.65 | 6.21 | 5.09 |
Data as of 10/25/2017, Common starting date is 03/30/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWLBX (SCHWAB TOTAL BOND MARKET FUND SCHWAB TOTAL BOND MARKET FUND) |
0.53%
Oct 2005 – Oct 2008 |
1.57%
Feb 2004 – Feb 2009 |
2.63%
Sep 2007 – Sep 2017 |
3.14%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWLBX (SCHWAB TOTAL BOND MARKET FUND SCHWAB TOTAL BOND MARKET FUND) |
11.04%
Nov 1994 – Nov 1997 |
8.25%
Aug 1996 – Aug 2001 |
7.64%
Oct 1994 – Oct 2004 |
5.99%
Nov 1994 – Nov 2009 |
Annualized Rolling Returns Comparison Chart